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CDZ.TO vs. CMR.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDZ.TO vs. CMR.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) and iShares Premium Money Market ETF (CMR.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CDZ.TO achieves a 14.38% return, which is significantly higher than CMR.TO's 0.99% return. Over the past 10 years, CDZ.TO has outperformed CMR.TO with an annualized return of 9.45%, while CMR.TO has yielded a comparatively lower 1.89% annualized return.


CDZ.TO

1D
0.81%
1M
3.65%
YTD
14.38%
6M
11.25%
1Y
23.54%
3Y*
17.16%
5Y*
10.48%
10Y*
9.45%

CMR.TO

1D
0.02%
1M
0.19%
YTD
0.99%
6M
1.05%
1Y
2.39%
3Y*
3.73%
5Y*
2.94%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDZ.TO vs. CMR.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
14.38%13.45%17.86%8.98%-4.43%22.80%-3.27%25.68%-8.84%4.92%
CMR.TO
iShares Premium Money Market ETF
0.99%2.68%4.70%4.70%1.71%0.00%0.47%1.63%1.29%0.63%

Correlation

The correlation between CDZ.TO and CMR.TO is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2008

-0.01

The correlation between CDZ.TO and CMR.TO shifts across timeframes, from -0.01 (10 years) to 0.14 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CDZ.TO vs. CMR.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CDZ.TO
CDZ.TO Risk / Return Rank: 8888
Overall Rank
CDZ.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CDZ.TO Sortino Ratio Rank: 8383
Sortino Ratio Rank
CDZ.TO Omega Ratio Rank: 9191
Omega Ratio Rank
CDZ.TO Calmar Ratio Rank: 9191
Calmar Ratio Rank
CDZ.TO Martin Ratio Rank: 8989
Martin Ratio Rank

CMR.TO
CMR.TO Risk / Return Rank: 9999
Overall Rank
CMR.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
CMR.TO Sortino Ratio Rank: 9999
Sortino Ratio Rank
CMR.TO Omega Ratio Rank: 100100
Omega Ratio Rank
CMR.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
CMR.TO Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CDZ.TO vs. CMR.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) and iShares Premium Money Market ETF (CMR.TO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


CDZ.TOCMR.TODifference
Sharpe ratioReturn per unit of total volatility

-7.84

Sortino ratioReturn per unit of downside risk

-17.61

Omega ratioGain probability vs. loss probability

1.59

9.64

-8.05

Calmar ratioReturn relative to maximum drawdown

5.76

25.66

-19.90

Martin ratioReturn relative to average drawdown

19.51

188.94

-169.44

CDZ.TO vs. CMR.TO - Sharpe Ratio Comparison

The current CDZ.TO Sharpe Ratio is 2.86, which is lower than the CMR.TO Sharpe Ratio of 10.70. The chart below compares the historical Sharpe Ratios of CDZ.TO and CMR.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CDZ.TOCMR.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.86

10.70

-7.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

10.68

-9.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

7.03

-6.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

3.84

-3.32

Drawdowns

CDZ.TO vs. CMR.TO - Drawdown Comparison

The maximum CDZ.TO drawdown since its inception was -49.33%, which is greater than CMR.TO's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for CDZ.TO and CMR.TO.


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Drawdown Indicators


CDZ.TOCMR.TODifference

Max Drawdown

Largest peak-to-trough decline

-49.33%

-0.52%

-48.81%

Max Drawdown (1Y)

Largest decline over 1 year

-4.11%

-0.09%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-12.99%

-0.09%

-12.90%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

-0.09%

-17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

-0.14%

-45.56%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.14%

-0.01%

-6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.01%

+1.20%

Volatility

CDZ.TO vs. CMR.TO - Volatility Comparison

iShares S&P/TSX Canadian Dividend Aristocrats Index ETF (CDZ.TO) has a higher volatility of 1.97% compared to iShares Premium Money Market ETF (CMR.TO) at 0.05%. This indicates that CDZ.TO's price experiences larger fluctuations and is considered to be riskier than CMR.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CDZ.TOCMR.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.05%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

6.93%

0.18%

+6.75%

Volatility (1Y)

Calculated over the trailing 1-year period

8.28%

0.22%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.86%

0.28%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

0.27%

+14.36%

CDZ.TO vs. CMR.TO - Expense Ratio Comparison

CDZ.TO has a 0.66% expense ratio, which is higher than CMR.TO's 0.14% expense ratio.


Dividends

CDZ.TO vs. CMR.TO - Dividend Comparison

CDZ.TO's dividend yield for the trailing twelve months is around 3.04%, more than CMR.TO's 2.48% yield.


PositionTTM20252024202320222021202020192018201720162015
CDZ.TO
iShares S&P/TSX Canadian Dividend Aristocrats Index ETF
3.04%3.46%3.56%3.71%3.67%2.95%3.70%3.68%4.37%3.43%3.51%3.72%
CMR.TO
iShares Premium Money Market ETF
2.48%2.81%4.56%4.64%1.62%0.00%0.47%1.60%1.33%0.61%0.43%0.48%

Frequently Asked Questions


CDZ.TO and CMR.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMR.TO is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMR.TO is cheaper with a 0.14% expense ratio, compared with 0.66% for CDZ.TO.

CDZ.TO is categorized as Canada Equities, while CMR.TO is Money Market. Their fees differ too: 0.66% for CDZ.TO and 0.14% for CMR.TO.

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